Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-30 0.298136 0.324999 0.354072 0.388029 0.426795 0.469906 0.521799
2025-04-06 0.262248 0.296298 0.335113 0.383084 0.441409 0.510859 0.601111
2025-04-13 0.231364 0.268162 0.311716 0.367856 0.439489 0.529546 0.654224
2025-04-20 0.214625 0.254457 0.303217 0.368541 0.455772 0.571373 0.741930
2025-04-27 0.200617 0.242457 0.295171 0.368215 0.469808 0.611124 0.832649
2025-05-04 0.188658 0.231817 0.287578 0.367194 0.482091 0.649280 0.927096
2025-05-11 0.179490 0.223931 0.282699 0.369002 0.498032 0.694279 1.040225
2025-05-18 0.167262 0.211007 0.269851 0.358100 0.493624 0.706932 1.101094
2025-05-25 0.155786 0.198341 0.256402 0.345022 0.484252 0.709985 1.144882
2025-06-01 0.149705 0.192709 0.252394 0.345471 0.495885 0.749013 1.263715
2025-06-08 0.147034 0.191624 0.254721 0.355564 0.523959 0.820194 1.463791
2025-06-15 0.142626 0.187752 0.252623 0.358427 0.540037 0.871905 1.636573
2025-06-22 0.137735 0.183062 0.249218 0.359272 0.553378 0.921937 1.824707
2025-06-29 0.132528 0.177613 0.244290 0.357155 0.561101 0.962074 2.002276
2025-07-06 0.125323 0.168834 0.233723 0.344779 0.548599 0.958519 2.063513
2025-07-13 0.121850 0.165502 0.231458 0.346328 0.562460 1.013481 2.309768
2025-07-20 0.118358 0.161958 0.228628 0.346627 0.573866 1.065017 2.568658
2025-07-27 0.114934 0.158351 0.225475 0.346074 0.583456 1.114099 2.843604
2025-08-03 0.112239 0.155744 0.223785 0.347985 0.598244 1.178575 3.208555
2025-08-10 0.107416 0.149597 0.215963 0.338103 0.587240 1.176337 3.318144
2025-08-17 0.102475 0.143096 0.207286 0.326135 0.570757 1.157615 3.354626
2025-08-24 0.100151 0.140672 0.205317 0.326611 0.581337 1.212724 3.742023
2025-08-31 0.099564 0.140985 0.207951 0.335968 0.612608 1.331624 4.524028